You need to escape blackslashes. You can use (only on Windows!):
import os
os.path.join(r"C:\Users\RAJDEEP\Desktop\FINAL\preprocessed.py", class_name)
more on this "feature" of raw strings: https://docs.python.org/3/faq/design.html#why-can-t-raw-strings-r-strings-end-with-a-backslash
For example:
>>> source_dir=r'C:\Users\RAJDEEP\Desktop\FINAL\original_images' '\\' + class_name
>>> source_dir
'C:\\Users\\RAJDEEP\\Desktop\\FINAL\\original_images\\test'
>>> print(source_dir)
C:\Users\RAJDEEP\Desktop\FINAL\original_images\test
which is a better and portable solution.
source_dir=r'C:\Users\RAJDEEP\Desktop\FINAL\original_images' '\\' + class_name
is equivalent to
source_dir=r'C:\Users\RAJDEEP\Desktop\FINAL\original_images' + '\\' + class_name